Large Random Matrices: Lectures on Macroscopic Asymptotics [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XXXVI – 2006 / / by Alice Guionnet |
Autore | Guionnet Alice |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
Descrizione fisica | 1 online resource (XII, 294 p. 13 illus.) |
Disciplina | 512.9434 |
Collana | École d'Été de Probabilités de Saint-Flour |
Soggetto topico |
Discrete mathematics
Probabilities Algebra Matrix theory Functional analysis Combinatorics Discrete Mathematics Probability Theory and Stochastic Processes Linear and Multilinear Algebras, Matrix Theory Functional Analysis |
ISBN | 3-540-69897-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Wigner matrices and moments estimates -- Wigner#x2019;s theorem -- Wigner's matrices; more moments estimates -- Words in several independent Wigner matrices -- Wigner matrices and concentration inequalities -- Concentration inequalities and logarithmic Sobolev inequalities -- Generalizations -- Concentration inequalities for random matrices -- Matrix models -- Maps and Gaussian calculus -- First-order expansion -- Second-order expansion for the free energy -- Eigenvalues of Gaussian Wigner matrices and large deviations -- Large deviations for the law of the spectral measure of Gaussian Wigner's matrices -- Large Deviations of the Maximum Eigenvalue -- Stochastic calculus -- Stochastic analysis for random matrices -- Large deviation principle for the law of the spectral measure of shifted Wigner matrices -- Asymptotics of Harish-Chandra-Itzykson-Zuber integrals and of Schur polynomials -- Asymptotics of some matrix integrals -- Free probability -- Free probability setting -- Freeness -- Free entropy -- Basics of matrices -- Basics of probability theory. |
Record Nr. | UNISA-996466482503316 |
Guionnet Alice | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Large Random Matrices: Lectures on Macroscopic Asymptotics [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XXXVI – 2006 / / by Alice Guionnet |
Autore | Guionnet Alice |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
Descrizione fisica | 1 online resource (XII, 294 p. 13 illus.) |
Disciplina | 512.9434 |
Collana | École d'Été de Probabilités de Saint-Flour |
Soggetto topico |
Discrete mathematics
Probabilities Algebra Matrix theory Functional analysis Combinatorics Discrete Mathematics Probability Theory and Stochastic Processes Linear and Multilinear Algebras, Matrix Theory Functional Analysis |
ISBN | 3-540-69897-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Wigner matrices and moments estimates -- Wigner#x2019;s theorem -- Wigner's matrices; more moments estimates -- Words in several independent Wigner matrices -- Wigner matrices and concentration inequalities -- Concentration inequalities and logarithmic Sobolev inequalities -- Generalizations -- Concentration inequalities for random matrices -- Matrix models -- Maps and Gaussian calculus -- First-order expansion -- Second-order expansion for the free energy -- Eigenvalues of Gaussian Wigner matrices and large deviations -- Large deviations for the law of the spectral measure of Gaussian Wigner's matrices -- Large Deviations of the Maximum Eigenvalue -- Stochastic calculus -- Stochastic analysis for random matrices -- Large deviation principle for the law of the spectral measure of shifted Wigner matrices -- Asymptotics of Harish-Chandra-Itzykson-Zuber integrals and of Schur polynomials -- Asymptotics of some matrix integrals -- Free probability -- Free probability setting -- Freeness -- Free entropy -- Basics of matrices -- Basics of probability theory. |
Record Nr. | UNINA-9910483914503321 |
Guionnet Alice | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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